Module 3: Statistical Applications of Least Squares
Deliverables
Homework 2 will be due two Sundays from now.
Learning Objectives
- Least Squares and Linear Regression
- Generalized Least Squares
- Recursive/Online Least Squares
- Regularization and Multi-Objective Least Squares
Readings
Chapters 13 and 15 of Introduction to Applied Linear Algebra
Sections 4.2 and 4.5 of Introduction to Algorithms for Data Mining and Machine Learning